Structured Finance Modeller

Seeking an individual with between 3 - 5 years' experience to join a Credit Opportunities Fund investment team. The Credit Opportunities Fund is focused on the origination, structuring and execution of debt opportunities All debt deployments will be structured and collateralised against the receivable book. The individual will predominantly be responsible for the data analytics and run off modelling required in support of these debt opportunities.

Successful candidates: • You will have exceptional and proven analytical skills and be a strong team player, ready for manager level responsibility and able to share knowledge and contribute ideas • Demonstrable experience of working with large receivables data sets and building structured finance run off cash flow models, ideally with Rating Agency experience (from S&P, Moodys, Fitch or DBRS) • Strong understanding of LGD and PD modelling and analysis • You will be comfortable presenting your analytical work to Credit Committee and covering any challenges • You will maintain a strong awareness of investment risk, whilst striving for optimal commercial outcomes with the client • Have excellent Excel skills, and have experience with SQL and Ruby • Numerical degree (i.e. mathematics, science, engineering or economics) from a top tier university. Results equivalent to a UK 2:1 or above or international equivalent